一类随机非线性系统的逆最优镇定  

Inverse Optimal Stabilization for a Class of Stochastic Nonlinear Systems

作　　者：王会[1] 王秀红[1] 

机构地区：[1]鲁东大学数学与统计科学学院,山东烟台264025

出　　处：《控制工程》2016年第5期660-664,共5页Control Engineering of China

基　　金：鲁东大学校基金(LY2012014)

摘　　要：针对一类扩散项具有非线性增长率的随机非线性系统,研究了其输出反馈逆最优镇定问题。利用齐次占优方法,结合反推技术,首先设计了状态反馈控制器,接着构造了齐次观测器。通过巧妙地选取观测器增益函数,利用分离原理,设计了输出反馈控制器。利用逆最优控制理论,设计了输出反馈逆最优控制器,该控制器既保证了闭环系统的平衡点是依概率全局渐近稳定的,同时又使得价值函数取得最小值,从而解决了系统的依概率逆最优镇定问题。数值仿真验证了控制方案的有效性。This paper investigates the output-feedback inverse optimal stabilization for a class of stochastic nonlinear systems whose diffusion terms have nonlinear growth rates. By using the homogeneous domination design method and backstepping technique, a state-feedback controller is firstly designed and then an observer is constructed. By constructing the observer gain function skillfully and using separation principle, an output-feedback controller is designed. By using inverse optimal control theory, an inverse optimal controller is designed to ensure that the closed-loop system is globally asymptotically stable（GAS） in probability, the cost function is minimized and the problem of inverse optimal stabilization in probability is solved. The efficiency of the control design scheme is demonstrated by a simulation example.

关 键 词：随机非线性系统 非线性增长率 逆最优镇定 

分 类 号：TP273[自动化与计算机技术—检测技术与自动化装置]